Estimativa de preço das opções caso o mercado atinja a Call Wall hoje (mantendo IV constante).
| Strike | Call (Agora) | Call (Simul) | Var% Call | Put (Agora) | Put (Simul) | Var% Put |
|---|---|---|---|---|---|---|
| 5350.00 | 73.37 | 309.73 | 322.2% | 27.32 | 0.19 | -99.3% |
| 5386.50 | 51.90 | 273.60 | 427.1% | 42.29 | 0.49 | -98.8% |
| 5650.00 | 0.77 | 54.44 | 6935.0% | 254.19 | 44.36 | -82.5% |
Visualização focada em Delta Agregado, Gamma Flip e Walls.
Copie o código abaixo e cole no Editor de Estratégias do ProfitChart.
// NTSL Indicator - Edi OpenInterest Levels
// Gerado Automaticamente
const
clCallWall = clBlue;
clPutWall = clRed;
clGammaFlip = clFuchsia;
clDeltaFlip = clYellow;
clRangeHigh = clLime;
clRangeLow = clRed;
clMaxPain = clPurple;
clExpMove = clWhite;
clEdiWall = clSilver;
clFib = clYellow;
TamanhoFonte = 8;
input
ExibirWalls(true);
ExibirFlips(true);
ExibirRange(true);
ExibirMaxPain(true);
ExibirExpMoves(true);
ExibirEdiWall(true);
MostrarPLUS(true);
MostrarPLUS2(true);
ExibirMelhoresPontos(false);
ModeloFlip(1);
spot(0);
// 1 = Classic (5650.00)
// 2 = Spline (5650.00)
// 3 = HVL (5650.00)
// 4 = HVL Log (5650.00)
// 5 = Sigma Kernel (5650.00)
// 6 = PVOP (5650.00)
var
GammaVal: Float;
begin
// Inicializa GammaVal com o primeiro disponivel por seguranca
GammaVal := 5650.00;
if (ModeloFlip = 1) then GammaVal := 5650.00;
if (ModeloFlip = 2) then GammaVal := 5650.00;
if (ModeloFlip = 3) then GammaVal := 5650.00;
if (ModeloFlip = 4) then GammaVal := 5650.00;
if (ModeloFlip = 5) then GammaVal := 5650.00;
if (ModeloFlip = 6) then GammaVal := 5650.00;
// --- Linhas Principais (Com Intercalação de Texto) ---
if (ExibirRange) then
HorizontalLineCustom(5347.24, clRangeLow, 1, psDot, "Edi_Range", TamanhoFonte, tpTopRight, 0, 0);
if (ExibirExpMoves) then
HorizontalLineCustom(5347.24, clExpMove, 1, psDot, "Edi_ExpMove", TamanhoFonte, tpBottomRight, CurrentDate, 0);
if (ExibirWalls) then
HorizontalLineCustom(5350.00, clPutWall, 1, psDash, "PutWall", TamanhoFonte, tpTopRight, 0, 0);
if (ExibirWalls) then
HorizontalLineCustom(5375.00, clPutWall, 1, psDash, "PutWall", TamanhoFonte, tpTopLeft, 0, 0);
if (ExibirWalls) then
HorizontalLineCustom(5400.00, clPutWall, 1, psDash, "PutWall", TamanhoFonte, tpTopLeft, 0, 0);
if (ExibirWalls) then
HorizontalLineCustom(5425.00, clPutWall, 1, psDash, "PutWall", TamanhoFonte, tpTopLeft, 0, 0);
if (ExibirMaxPain) then
HorizontalLineCustom(5425.00, clMaxPain, 2, psSolid, "Edi_MaxPain", TamanhoFonte, tpTopRight, CurrentDate, 0);
if (ExibirRange) then
HorizontalLineCustom(5425.76, clRangeHigh, 1, psDot, "Edi_Range", TamanhoFonte, tpBottomRight, 0, 0);
if (ExibirExpMoves) then
HorizontalLineCustom(5425.76, clExpMove, 1, psDot, "Edi_ExpMove", TamanhoFonte, tpTopRight, CurrentDate, 0);
if (ExibirWalls) then
HorizontalLineCustom(5650.00, clCallWall, 1, psDash, "CallWall", TamanhoFonte, tpTopLeft, 0, 0);
// Flips (Dinâmicos)
if (ExibirFlips) then begin
if (GammaVal > 0) then
HorizontalLineCustom(GammaVal, clGammaFlip, 2, psDash, "Edi_GammaFlip", TamanhoFonte, tpTopRight, CurrentDate, 0);
if (5832.93 > 0) then
HorizontalLineCustom(5832.93, clDeltaFlip, 2, psDash, "Edi_DeltaFlip", TamanhoFonte, tpTopRight, CurrentDate, 0);
end;
// Edi_Wall (Midpoints) - Grid Completo
if (ExibirEdiWall) then begin
HorizontalLineCustom(5362.50, clEdiWall, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(5387.50, clEdiWall, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(5412.50, clEdiWall, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(5537.50, clEdiWall, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
end;
if (MostrarPLUS) then begin
HorizontalLineCustom(5359.55, clFib, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(5365.45, clFib, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(5384.55, clFib, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(5390.45, clFib, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(5409.55, clFib, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(5415.45, clFib, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(5510.95, clFib, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(5564.05, clFib, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
end;
if (MostrarPLUS2) then begin
HorizontalLineCustom(5355.90, clFib, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(5369.10, clFib, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(5380.90, clFib, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(5394.10, clFib, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(5405.90, clFib, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(5419.10, clFib, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(5478.10, clFib, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(5596.90, clFib, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
end;
if (ExibirMelhoresPontos and LastBarOnChart) then
begin
HorizontalLineCustom(5394.58, clRed, 1, psDash, "Edi_Wall_Venda", TamanhoFonte, tpTopRight, CurrentDate, CurrentTime, 0.1);
HorizontalLineCustom(5378.42, clLime, 1, psDash, "Edi_Wall_Compra", TamanhoFonte, tpTopRight, CurrentDate, CurrentTime, 0.1);
HorizontalLineCustom(5402.66, clRed, 1, psDash, "Edi_Wall_MelhorVenda", TamanhoFonte, tpTopRight, CurrentDate, CurrentTime, 0.3);
HorizontalLineCustom(5370.34, clLime, 1, psDash, "Edi_Wall_MelhorCompra", TamanhoFonte, tpTopRight, CurrentDate, CurrentTime, 0.3);
HorizontalLineCustom(5417.66, clRed, 1, psDash, "Edi_Wall_MelhorVenda", TamanhoFonte, tpTopRight, CurrentDate, CurrentTime, 0.5);
HorizontalLineCustom(5355.34, clLime, 1, psDash, "Edi_Wall_MelhorCompra", TamanhoFonte, tpTopRight, CurrentDate, CurrentTime, 0.5);
HorizontalLineCustom(5425.74, clRed, 1, psDash, "Edi_Wall_MelhorVenda", TamanhoFonte, tpTopRight, CurrentDate, CurrentTime, 0.7);
HorizontalLineCustom(5347.26, clLime, 1, psDash, "Edi_Wall_MelhorCompra", TamanhoFonte, tpTopRight, CurrentDate, CurrentTime, 0.7);
end;
end;